If you wanted to show a cold, moody country landscape but the cheery blue sky ruined its feeling, why not fake it? Simply use the lasso tool to select the sky. Then go to Enhance, Adjust Color, Adjust Hue/Saturation and drag the saturation slider down to about -65.
Click on the Brightness/Contrast palette and reduce the contrast in keeping with a drab, grey sky. Now invert your selection (Shift, Ctrl, I) so the rest of the landscape is selected. Open up the Hue/Selection palette again and drag the saturation slider down to about -15. This will darken the ground of your landscape.